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glmnet

Lasso and elastic-net regularized generalized linear models
Jerome Friedman, Trevor Hastie, Rob Tibshirani
GPL-2
Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, poisson regression and the Cox model. Two recent additions are the multiresponse gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.
Versions
Package Version Released
glmnet 1.9-5 51 weeks 1 day ago
glmnet 1.9-3 1 year 21 weeks ago
glmnet 1.9-1 1 year 23 weeks ago
glmnet 1.8-5 1 year 29 weeks ago
glmnet 1.8-4 1 year 30 weeks ago
glmnet 1.8-2 1 year 42 weeks ago
glmnet 1.8 2 years 3 weeks ago
glmnet 1.7.4 2 years 13 weeks ago
glmnet 1.7.3 2 years 22 weeks ago
glmnet 1.7.1 2 years 44 weeks ago
Reviews
So I am a tremendous fan of Professors Hastie, Tibshirani, and Friedman. They have defined the field for a long time now... I am a big proponent of \ell_1 regularization as I tend to be...
4
3.76389
Your rating: None Overall: 3.8 (144 votes)
3.265305
Your rating: None Documentation: 3.3 (98 votes)